Micro-grid, as an important part of smart grid, has two operation modes:grid-connected and isolated. Since the inertia of micro-grid is very small, the transient frequency characteristic of micro-grid will be greatly affected when operation modes switch or high load switches under isolated mode. For these two cases, this paper gives the application of Superconducting Magnetic Energy Storage (SMES) in micro-grid for transient stability control of micro-grid frequency. Firstly, the comparison of super-capacitor and SMES is conducted and the differences of them are clarified, then SMES control strategy based on virtual inertia, current regulation strategy of superconducting (SC) magnet based on fuzzy control and capacity allocation strategy of SMES are designed. SMES, as an energy buffer, can help to improve the transient stability of micro-grid frequency and make SC magnet current at an optimized energy/power level. Simulation results have validated the effectiveness of the proposed control strategy, current regulation strategy and capacity allocation strategy of SMES. This work is supported by Program of State Grid Shandong Electric Power Company (No. 520626160010).